MSCI Asia Pacific GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:10.45% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 25.40 | |
| 0.0998 | 41.36 | |
| 0.8880 | 391.18 |
Estimation Period:
Jan 1, 1990 to Jan 1, 2026
Jan 1, 1990 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses
Other GARCH Analyses on Equity Indices